@drift-labs/sdk 2.52.0-beta.1 → 2.52.0-beta.10

package/VERSION

@@ -1 +1 @@
-2.52.0-beta.1
+2.52.0-beta.10

package/examples/phoenix.ts

@@ -1,5 +1,5 @@
 import { Connection, PublicKey } from '@solana/web3.js';
-import { PRICE_PRECISION, PhoenixSubscriber } from '../src';
+import { BASE_PRECISION, PRICE_PRECISION, PhoenixSubscriber } from '../src';
 import { PROGRAM_ID } from '@ellipsis-labs/phoenix-sdk';
 
 export async function listenToBook(): Promise<void> {
@@ -19,9 +19,16 @@ export async function listenToBook(): Promise<void> {
 	await phoenixSubscriber.subscribe();
 
 	for (let i = 0; i < 10; i++) {
-		const bid = phoenixSubscriber.getBestBid().toNumber() / PRICE_PRECISION;
-		const ask = phoenixSubscriber.getBestAsk().toNumber() / PRICE_PRECISION;
-		console.log(`iter ${i}:`, bid.toFixed(3), '@', ask.toFixed(3));
+		const bids = phoenixSubscriber.getL2Levels("bids");
+		const asks = phoenixSubscriber.getL2Levels("asks");
+		console.log("bids");
+		for (const bid of bids) {
+			console.log(bid.price.toNumber() / PRICE_PRECISION.toNumber(), bid.size.toNumber() / BASE_PRECISION.toNumber());
+		}
+		console.log("asks");
+		for (const ask of asks) {
+			console.log(ask.price.toNumber() / PRICE_PRECISION.toNumber(), ask.size.toNumber() / BASE_PRECISION.toNumber());
+		}
 		await new Promise((r) => setTimeout(r, 2000));
 	}
 

package/lib/accounts/webSocketAccountSubscriber.d.ts

@@ -24,5 +24,5 @@ export declare class WebSocketAccountSubscriber<T> implements AccountSubscriber<
     fetch(): Promise<void>;
     handleRpcResponse(context: Context, accountInfo?: AccountInfo<Buffer>): void;
     decodeBuffer(buffer: Buffer): T;
-    unsubscribe(): Promise<void>;
+    unsubscribe(onResub?: boolean): Promise<void>;
 }

package/lib/accounts/webSocketAccountSubscriber.js

@@ -15,7 +15,7 @@ class WebSocketAccountSubscriber {
             commitment !== null && commitment !== void 0 ? commitment : this.program.provider.opts.commitment;
     }
     async subscribe(onChange) {
-        if (this.listenerId || this.isUnsubscribing) {
+        if (this.listenerId != null || this.isUnsubscribing) {
             return;
         }
         this.onChange = onChange;
@@ -58,7 +58,7 @@ class WebSocketAccountSubscriber {
             }
             if (this.receivingData) {
                 console.log(`No ws data from ${this.accountName} in ${this.resubTimeoutMs}ms, resubscribing`);
-                await this.unsubscribe();
+                await this.unsubscribe(true);
                 this.receivingData = false;
                 await this.subscribe(this.onChange);
             }
@@ -114,11 +114,14 @@ class WebSocketAccountSubscriber {
             return this.program.account[this.accountName].coder.accounts.decode((0, utils_1.capitalize)(this.accountName), buffer);
         }
     }
-    unsubscribe() {
+    unsubscribe(onResub = false) {
+        if (!onResub) {
+            this.resubTimeoutMs = undefined;
+        }
         this.isUnsubscribing = true;
         clearTimeout(this.timeoutId);
         this.timeoutId = undefined;
-        if (this.listenerId) {
+        if (this.listenerId != null) {
             const promise = this.program.provider.connection
                 .removeAccountChangeListener(this.listenerId)
                 .then(() => {

package/lib/accounts/webSocketProgramAccountSubscriber.d.ts

@@ -29,5 +29,5 @@ export declare class WebSocketProgramAccountSubscriber<T> implements ProgramAcco
     subscribe(onChange: (accountId: PublicKey, data: T, context: Context) => void): Promise<void>;
     private setTimeout;
     handleRpcResponse(context: Context, keyedAccountInfo: KeyedAccountInfo): void;
-    unsubscribe(): Promise<void>;
+    unsubscribe(onResub?: boolean): Promise<void>;
 }

package/lib/accounts/webSocketProgramAccountSubscriber.js

@@ -17,7 +17,7 @@ class WebSocketProgramAccountSubscriber {
     }
     async subscribe(onChange) {
         var _a;
-        if (this.listenerId || this.isUnsubscribing) {
+        if (this.listenerId != null || this.isUnsubscribing) {
             return;
         }
         this.onChange = onChange;
@@ -47,7 +47,7 @@ class WebSocketProgramAccountSubscriber {
             }
             if (this.receivingData) {
                 console.log(`No ws data from ${this.subscriptionName} in ${this.resubTimeoutMs}ms, resubscribing`);
-                await this.unsubscribe();
+                await this.unsubscribe(true);
                 this.receivingData = false;
                 await this.subscribe(this.onChange);
             }
@@ -93,11 +93,14 @@ class WebSocketProgramAccountSubscriber {
             this.onChange(keyedAccountInfo.accountId, account, context);
         }
     }
-    unsubscribe() {
+    unsubscribe(onResub = false) {
+        if (!onResub) {
+            this.resubTimeoutMs = undefined;
+        }
         this.isUnsubscribing = true;
         clearTimeout(this.timeoutId);
         this.timeoutId = undefined;
-        if (this.listenerId) {
+        if (this.listenerId != null) {
             const promise = this.program.provider.connection
                 .removeAccountChangeListener(this.listenerId)
                 .then(() => {

package/lib/dlob/orderBookLevels.d.ts

@@ -47,4 +47,26 @@ export declare function getVammL2Generator({ marketAccount, oraclePriceData, num
     topOfBookQuoteAmounts?: BN[];
 }): L2OrderBookGenerator;
 export declare function groupL2(l2: L2OrderBook, grouping: BN, depth: number): L2OrderBook;
+/**
+ * The purpose of this function is uncross the L2 orderbook by modifying the bid/ask price at the top of the book
+ * This will make the liquidity look worse but more intuitive (users familiar with clob get confused w temporarily
+ * crossing book)
+ *
+ * Things to note about how it works:
+ * - it will not uncross the user's liquidity
+ * - it does the uncrossing by "shifting" the crossing liquidity to the nearest uncrossed levels. Thus the output liquidity maintains the same total size.
+ *
+ * @param bids
+ * @param asks
+ * @param oraclePrice
+ * @param oracleTwap5Min
+ * @param markTwap5Min
+ * @param grouping
+ * @param userBids
+ * @param userAsks
+ */
+export declare function uncrossL2(bids: L2Level[], asks: L2Level[], oraclePrice: BN, oracleTwap5Min: BN, markTwap5Min: BN, grouping: BN, userBids: Set<string>, userAsks: Set<string>): {
+    bids: L2Level[];
+    asks: L2Level[];
+};
 export {};

package/lib/dlob/orderBookLevels.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.groupL2 = exports.getVammL2Generator = exports.createL2Levels = exports.mergeL2LevelGenerators = exports.getL2GeneratorFromDLOBNodes = exports.DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS = void 0;
+exports.uncrossL2 = exports.groupL2 = exports.getVammL2Generator = exports.createL2Levels = exports.mergeL2LevelGenerators = exports.getL2GeneratorFromDLOBNodes = exports.DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS = void 0;
 const __1 = require("..");
 const assert_1 = require("../assert/assert");
 exports.DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS = [
@@ -245,3 +245,117 @@ function groupL2Levels(levels, grouping, direction, depth) {
     }
     return groupedLevels;
 }
+/**
+ * The purpose of this function is uncross the L2 orderbook by modifying the bid/ask price at the top of the book
+ * This will make the liquidity look worse but more intuitive (users familiar with clob get confused w temporarily
+ * crossing book)
+ *
+ * Things to note about how it works:
+ * - it will not uncross the user's liquidity
+ * - it does the uncrossing by "shifting" the crossing liquidity to the nearest uncrossed levels. Thus the output liquidity maintains the same total size.
+ *
+ * @param bids
+ * @param asks
+ * @param oraclePrice
+ * @param oracleTwap5Min
+ * @param markTwap5Min
+ * @param grouping
+ * @param userBids
+ * @param userAsks
+ */
+function uncrossL2(bids, asks, oraclePrice, oracleTwap5Min, markTwap5Min, grouping, userBids, userAsks) {
+    // If there are no bids or asks, there is nothing to center
+    if (bids.length === 0 || asks.length === 0) {
+        return { bids, asks };
+    }
+    // If the top of the book is already centered, there is nothing to do
+    if (bids[0].price.lt(asks[0].price)) {
+        return { bids, asks };
+    }
+    const newBids = [];
+    const newAsks = [];
+    const updateLevels = (newPrice, oldLevel, levels) => {
+        if (levels.length > 0 && levels[levels.length - 1].price.eq(newPrice)) {
+            levels[levels.length - 1].size = levels[levels.length - 1].size.add(oldLevel.size);
+            for (const [source, size] of Object.entries(oldLevel.sources)) {
+                if (levels[levels.length - 1].sources[source]) {
+                    levels[levels.length - 1].sources = {
+                        ...levels[levels.length - 1].sources,
+                        [source]: levels[levels.length - 1].sources[source].add(size),
+                    };
+                }
+                else {
+                    levels[levels.length - 1].sources[source] = size;
+                }
+            }
+        }
+        else {
+            levels.push({
+                price: newPrice,
+                size: oldLevel.size,
+                sources: oldLevel.sources,
+            });
+        }
+    };
+    // This is the best estimate of the premium in the market vs oracle to filter crossing around
+    const referencePrice = oraclePrice.add(markTwap5Min.sub(oracleTwap5Min));
+    let bidIndex = 0;
+    let askIndex = 0;
+    while (bidIndex < bids.length || askIndex < asks.length) {
+        const nextBid = bids[bidIndex];
+        const nextAsk = asks[askIndex];
+        if (!nextBid) {
+            newAsks.push(nextAsk);
+            askIndex++;
+            continue;
+        }
+        if (!nextAsk) {
+            newBids.push(nextBid);
+            bidIndex++;
+            continue;
+        }
+        if (nextBid.price.gt(nextAsk.price)) {
+            if (userBids.has(nextBid.price.toString())) {
+                newBids.push(nextBid);
+                bidIndex++;
+                continue;
+            }
+            if (userAsks.has(nextAsk.price.toString())) {
+                newAsks.push(nextAsk);
+                askIndex++;
+                continue;
+            }
+            if (nextBid.price.gt(referencePrice) &&
+                nextAsk.price.gt(referencePrice)) {
+                const newBidPrice = nextAsk.price.sub(grouping);
+                updateLevels(newBidPrice, nextBid, newBids);
+                bidIndex++;
+            }
+            else if (nextAsk.price.lt(referencePrice) &&
+                nextBid.price.lt(referencePrice)) {
+                const newAskPrice = nextBid.price.add(grouping);
+                updateLevels(newAskPrice, nextAsk, newAsks);
+                askIndex++;
+            }
+            else {
+                const newBidPrice = referencePrice.sub(grouping);
+                const newAskPrice = referencePrice.add(grouping);
+                updateLevels(newBidPrice, nextBid, newBids);
+                updateLevels(newAskPrice, nextAsk, newAsks);
+                bidIndex++;
+                askIndex++;
+            }
+        }
+        else {
+            newAsks.push(nextAsk);
+            askIndex++;
+            newBids.push(nextBid);
+            bidIndex++;
+        }
+    }
+    return {
+        bids: newBids,
+        asks: newAsks,
+    };
+}
+exports.uncrossL2 = uncrossL2;

package/lib/driftClient.d.ts

@@ -133,8 +133,10 @@ export declare class DriftClient {
     getUserAccountsForAuthority(authority: PublicKey): Promise<UserAccount[]>;
     getReferredUserStatsAccountsByReferrer(referrer: PublicKey): Promise<UserStatsAccount[]>;
     getReferrerNameAccountsForAuthority(authority: PublicKey): Promise<ReferrerNameAccount[]>;
-    getUserDeletionIx(userAccountPublicKey: PublicKey): Promise<anchor.web3.TransactionInstruction>;
     deleteUser(subAccountId?: number, txParams?: TxParams): Promise<TransactionSignature>;
+    getUserDeletionIx(userAccountPublicKey: PublicKey): Promise<anchor.web3.TransactionInstruction>;
+    reclaimRent(subAccountId?: number, txParams?: TxParams): Promise<TransactionSignature>;
+    getReclaimRentIx(userAccountPublicKey: PublicKey): Promise<anchor.web3.TransactionInstruction>;
     getUser(subAccountId?: number, authority?: PublicKey): User;
     hasUser(subAccountId?: number, authority?: PublicKey): boolean;
     getUsers(): User[];

package/lib/driftClient.js

@@ -665,6 +665,16 @@ class DriftClient {
         ]);
         return programAccounts.map((programAccount) => programAccount.account);
     }
+    async deleteUser(subAccountId = 0, txParams) {
+        var _a;
+        const userAccountPublicKey = (0, pda_1.getUserAccountPublicKeySync)(this.program.programId, this.wallet.publicKey, subAccountId);
+        const ix = await this.getUserDeletionIx(userAccountPublicKey);
+        const { txSig } = await this.sendTransaction(await this.buildTransaction(ix, txParams), [], this.opts);
+        const userMapKey = this.getUserMapKey(subAccountId, this.wallet.publicKey);
+        await ((_a = this.users.get(userMapKey)) === null || _a === void 0 ? void 0 : _a.unsubscribe());
+        this.users.delete(userMapKey);
+        return txSig;
+    }
     async getUserDeletionIx(userAccountPublicKey) {
         const ix = await this.program.instruction.deleteUser({
             accounts: {
@@ -676,16 +686,23 @@ class DriftClient {
         });
         return ix;
     }
-    async deleteUser(subAccountId = 0, txParams) {
-        var _a;
+    async reclaimRent(subAccountId = 0, txParams) {
         const userAccountPublicKey = (0, pda_1.getUserAccountPublicKeySync)(this.program.programId, this.wallet.publicKey, subAccountId);
-        const ix = await this.getUserDeletionIx(userAccountPublicKey);
+        const ix = await this.getReclaimRentIx(userAccountPublicKey);
         const { txSig } = await this.sendTransaction(await this.buildTransaction(ix, txParams), [], this.opts);
-        const userMapKey = this.getUserMapKey(subAccountId, this.wallet.publicKey);
-        await ((_a = this.users.get(userMapKey)) === null || _a === void 0 ? void 0 : _a.unsubscribe());
-        this.users.delete(userMapKey);
         return txSig;
     }
+    async getReclaimRentIx(userAccountPublicKey) {
+        return await this.program.instruction.reclaimRent({
+            accounts: {
+                user: userAccountPublicKey,
+                userStats: this.getUserStatsAccountPublicKey(),
+                authority: this.wallet.publicKey,
+                state: await this.getStatePublicKey(),
+                rent: anchor.web3.SYSVAR_RENT_PUBKEY,
+            },
+        });
+    }
     getUser(subAccountId, authority) {
         subAccountId = subAccountId !== null && subAccountId !== void 0 ? subAccountId : this.activeSubAccountId;
         authority = authority !== null && authority !== void 0 ? authority : this.authority;
@@ -2216,8 +2233,13 @@ class DriftClient {
     async getSwapIx({ outMarketIndex, inMarketIndex, amountIn, inTokenAccount, outTokenAccount, limitPrice, reduceOnly, userAccountPublicKey, }) {
         const userAccountPublicKeyToUse = userAccountPublicKey || (await this.getUserAccountPublicKey());
         const userAccounts = [];
-        if (this.hasUser() && this.getUser().getUserAccountAndSlot()) {
-            userAccounts.push(this.getUser().getUserAccountAndSlot().data);
+        try {
+            if (this.hasUser() && this.getUser().getUserAccountAndSlot()) {
+                userAccounts.push(this.getUser().getUserAccountAndSlot().data);
+            }
+        }
+        catch (err) {
+            // ignore
         }
         const remainingAccounts = this.getRemainingAccounts({
             userAccounts,

package/lib/events/webSocketLogProvider.js

@@ -17,7 +17,7 @@ class WebSocketLogProvider {
         }
     }
     async subscribe(callback) {
-        if (this.subscriptionId) {
+        if (this.subscriptionId != null) {
             return true;
         }
         this.callback = callback;
@@ -48,14 +48,14 @@ class WebSocketLogProvider {
         }, this.commitment);
     }
     isSubscribed() {
-        return this.subscriptionId !== undefined;
+        return this.subscriptionId != null;
     }
     async unsubscribe(external = false) {
         this.isUnsubscribing = true;
         this.externalUnsubscribe = external;
         clearTimeout(this.timeoutId);
         this.timeoutId = undefined;
-        if (this.subscriptionId !== undefined) {
+        if (this.subscriptionId != null) {
             try {
                 await this.connection.removeOnLogsListener(this.subscriptionId);
                 this.subscriptionId = undefined;

package/lib/factory/bigNum.d.ts

@@ -86,7 +86,7 @@ export declare class BigNum {
      * @returns
      */
     toNotional(useTradePrecision?: boolean, precisionOverride?: number): string;
-    toMillified(precision?: number, rounded?: boolean): string;
+    toMillified(precision?: number, rounded?: boolean, type?: 'financial' | 'scientific'): string;
     toJSON(): {
         val: string;
         precision: string;

package/lib/factory/bigNum.js

@@ -330,7 +330,7 @@ class BigNum {
         }
         return `${prefix}${val.replace('-', '')}`;
     }
-    toMillified(precision = 3, rounded = false) {
+    toMillified(precision = 3, rounded = false, type = 'financial') {
         if (rounded) {
             return this.toRounded(precision).toMillified(precision);
         }
@@ -346,7 +346,10 @@ class BigNum {
         if (leftSide.length <= 3) {
             return this.shift(new anchor_1.BN(precision)).toPrecision(precision, true);
         }
-        const unitTicks = ['', 'K', 'M', 'G', 'T', 'P', 'E', 'Z', 'Y'];
+        const unitTicks = type === 'financial'
+            ? ['', 'K', 'M', 'B', 'T', 'Q']
+            : ['', 'K', 'M', 'G', 'T', 'P', 'E', 'Z', 'Y'];
+        // TODO -- handle nubers which are larger than the max unit tick
         const unitNumber = Math.floor((leftSide.length - 1) / 3);
         const unit = unitTicks[unitNumber];
         let leadDigits = leftSide.slice(0, precision);

package/lib/idl/drift.json

@@ -1173,6 +1173,37 @@
             ],
             "args": []
         },
+        {
+            "name": "reclaimRent",
+            "accounts": [
+                {
+                    "name": "user",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "userStats",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "authority",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "rent",
+                    "isMut": false,
+                    "isSigner": false
+                }
+            ],
+            "args": []
+        },
         {
             "name": "fillPerpOrder",
             "accounts": [
@@ -7343,12 +7374,24 @@
                         "name": "totalFeeEarnedPerLp",
                         "type": "u64"
                     },
+                    {
+                        "name": "netUnsettledFundingPnl",
+                        "type": "i64"
+                    },
+                    {
+                        "name": "quoteAssetAmountWithUnsettledLp",
+                        "type": "i64"
+                    },
+                    {
+                        "name": "referencePriceOffset",
+                        "type": "i32"
+                    },
                     {
                         "name": "padding",
                         "type": {
                             "array": [
                                 "u8",
-                                32
+                                12
                             ]
                         }
                     }
@@ -8232,6 +8275,9 @@
                     },
                     {
                         "name": "Transfer"
+                    },
+                    {
+                        "name": "Borrow"
                     }
                 ]
             }
@@ -11124,6 +11170,11 @@
             "code": 6256,
             "name": "CantPayUserInitFee",
             "msg": "CantPayUserInitFee"
+        },
+        {
+            "code": 6257,
+            "name": "CantReclaimRent",
+            "msg": "CantReclaimRent"
         }
     ]
 }

package/lib/index.d.ts

@@ -68,7 +68,7 @@ export * from './constants/numericConstants';
 export * from './serum/serumSubscriber';
 export * from './serum/serumFulfillmentConfigMap';
 export * from './phoenix/phoenixSubscriber';
-export * from './priorityFee/priorityFeeSubscriber';
+export * from './priorityFee';
 export * from './phoenix/phoenixFulfillmentConfigMap';
 export * from './tx/fastSingleTxSender';
 export * from './tx/retryTxSender';

package/lib/index.js

@@ -91,7 +91,7 @@ __exportStar(require("./constants/numericConstants"), exports);
 __exportStar(require("./serum/serumSubscriber"), exports);
 __exportStar(require("./serum/serumFulfillmentConfigMap"), exports);
 __exportStar(require("./phoenix/phoenixSubscriber"), exports);
-__exportStar(require("./priorityFee/priorityFeeSubscriber"), exports);
+__exportStar(require("./priorityFee"), exports);
 __exportStar(require("./phoenix/phoenixFulfillmentConfigMap"), exports);
 __exportStar(require("./tx/fastSingleTxSender"), exports);
 __exportStar(require("./tx/retryTxSender"), exports);

package/lib/math/amm.d.ts

@@ -34,7 +34,9 @@ export type AssetType = 'quote' | 'base';
  */
 export declare function calculateAmmReservesAfterSwap(amm: Pick<AMM, 'pegMultiplier' | 'quoteAssetReserve' | 'sqrtK' | 'baseAssetReserve'>, inputAssetType: AssetType, swapAmount: BN, swapDirection: SwapDirection): [BN, BN];
 export declare function calculateMarketOpenBidAsk(baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN, stepSize?: BN): [BN, BN];
+export declare function calculateInventoryLiquidityRatio(baseAssetAmountWithAmm: BN, baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN): BN;
 export declare function calculateInventoryScale(baseAssetAmountWithAmm: BN, baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN, directionalSpread: number, maxSpread: number): number;
+export declare function calculateReferencePriceOffset(reservePrice: BN, last24hAvgFundingRate: BN, liquidityFraction: BN, oracleTwapFast: BN, markTwapFast: BN, oracleTwapSlow: BN, markTwapSlow: BN, maxOffsetPct: number): BN;
 export declare function calculateEffectiveLeverage(baseSpread: number, quoteAssetReserve: BN, terminalQuoteAssetReserve: BN, pegMultiplier: BN, netBaseAssetAmount: BN, reservePrice: BN, totalFeeMinusDistributions: BN): number;
 export declare function calculateMaxSpread(marginRatioInitial: number): number;
 export declare function calculateVolSpreadBN(lastOracleConfPct: BN, reservePrice: BN, markStd: BN, oracleStd: BN, longIntensity: BN, shortIntensity: BN, volume24H: BN): [BN, BN];
@@ -55,11 +57,13 @@ export declare function calculateSpreadBN(baseSpread: number, lastOracleReserveP
     halfRevenueRetreatAmount: number;
     longSpreadwRevRetreat: number;
     shortSpreadwRevRetreat: number;
+    longSpreadwOffsetShrink: number;
+    shortSpreadwOffsetShrink: number;
     totalSpread: number;
     longSpread: number;
     shortSpread: number;
 };
-export declare function calculateSpread(amm: AMM, oraclePriceData: OraclePriceData, now?: BN): [number, number];
+export declare function calculateSpread(amm: AMM, oraclePriceData: OraclePriceData, now?: BN, reservePrice?: BN): [number, number];
 export declare function calculateSpreadReserves(amm: AMM, oraclePriceData: OraclePriceData, now?: BN): {
     baseAssetReserve: any;
     quoteAssetReserve: any;